+75.3%
VIAV vs SFM
-35.8%
+111.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -1.7% |
| 7D | -14.7% | -12.3% | -2.5% | -15.0% |
| 30D | -37.4% | -16.2% | -21.2% | -37.9% |
| 3M | -27.1% | -36.8% | +9.7% | -28.8% |
| 6M | -44.0% | -32.6% | -11.4% | -45.0% |
| YTD | +64.9% | -31.7% | +96.6% | +61.8% |
| 1Y | +75.3% | -35.0% | +110.3% | +71.0% |
| All | +75.3% | -35.8% | +111.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling